-51.6%
IT vs LCID
-93.0%
+41.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.4% | -14.4% | -4.7% |
| 7D | -16.9% | +8.9% | -25.9% | -17.4% |
| 30D | +2.3% | -15.4% | +17.8% | +3.2% |
| 3M | +2.9% | -52.9% | +55.7% | +7.4% |
| 6M | +25.9% | -46.8% | +72.7% | +29.1% |
| YTD | -24.6% | -68.9% | +44.2% | -20.5% |
| 1Y | -16.0% | -81.7% | +65.6% | -9.2% |
| 3Y | -51.6% | -92.4% | +40.8% | -46.4% |
| All | -51.6% | -93.0% | +41.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling